| 87 | } |
| 88 | |
| 89 | bool VanillaGradientDescentOptimizer::run( |
| 90 | std::vector<var> &leaves, |
| 91 | size_t t) |
| 92 | { |
| 93 | (void)(t); |
| 94 | |
| 95 | std::unordered_map<var, MatrixXd> gradient; |
| 96 | for (auto iter : leaves) |
| 97 | { |
| 98 | gradient[iter] = zeros_like(iter); |
| 99 | } |
| 100 | |
| 101 | auto leaf_set = m_cost_function.findNonConsts(leaves); |
| 102 | auto var = m_cost_function.getRoot(); |
| 103 | |
| 104 | eval(var, true); |
| 105 | back(m_cost_function, gradient, leaf_set); |
| 106 | for (auto iter : leaves) |
| 107 | { |
| 108 | iter.setValue(iter.getValue() - m_learning_rate * gradient[iter]); |
| 109 | } |
| 110 | |
| 111 | return true; |
| 112 | } |
| 113 | |
| 114 | MomentumOptimizer::MomentumOptimizer( |
| 115 | var lost, |
nothing calls this directly
no test coverage detected